God. I hate it when I know something's happened to me a million billion times but I just can't think of any examples of it. I know there's that one boss that I just couldn't beat. Argh!
Well, off the top of my head, there's that one section towards the end of RE4 where you face off against Krauser, "The Thing" and then Krauser again. I had to beat all three of those bosses with barely a clip of ammo in my pistol, shotgun and rifle, on hard mode no less. Took me a straight 10-hour day of perfecting my run.
Also, the temple bosses from Skies of Arcadia. You know what I'm fuckin' talking about.
Those things had ridiculous amounts of HP, and could almost insta-kill your party members in one hit. Each one took soooo much practice to figure out the weak spots, etc. (Tip: spam that boomerang chicks' special attack). And that last boss probably clocks in at around 4-5 hours with it's three forms.
OOOH I REMEMBER.
That freakin' crazy spider thing from Metroid Prime 2 that gave you the boost ball on Hard mode. ***** took me an entire week before I finally gave up. Still haven't beaten that game. I'll get you some day, crazy spider thing.
The perfect example of a long boss that isn't just downright irritating is Ganon from Twilight Princess. I mean, 4 different epic stages that were all fun as hell and each had they're own clever twist? AWESOME!
EDIT: The final boss from Paper-Mario and the Thousand Year Door. I remember spending well over a week running around the entire world looking for health potions just so I would have enough for that fight. Holy crap was it though. And that health bar, oh lord. Stupid immunity phase.